Trading Metrics calculated at close of trading on 05-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,904.96 |
1,898.62 |
-6.34 |
-0.3% |
1,860.37 |
High |
1,915.38 |
1,916.24 |
0.86 |
0.0% |
1,915.38 |
Low |
1,890.89 |
1,887.30 |
-3.59 |
-0.2% |
1,850.83 |
Close |
1,898.66 |
1,913.16 |
14.50 |
0.8% |
1,898.66 |
Range |
24.49 |
28.94 |
4.45 |
18.2% |
64.55 |
ATR |
28.75 |
28.76 |
0.01 |
0.0% |
0.00 |
Volume |
6,393 |
6,415 |
22 |
0.3% |
32,692 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.39 |
1,981.71 |
1,929.08 |
|
R3 |
1,963.45 |
1,952.77 |
1,921.12 |
|
R2 |
1,934.51 |
1,934.51 |
1,918.47 |
|
R1 |
1,923.83 |
1,923.83 |
1,915.81 |
1,929.17 |
PP |
1,905.57 |
1,905.57 |
1,905.57 |
1,908.24 |
S1 |
1,894.89 |
1,894.89 |
1,910.51 |
1,900.23 |
S2 |
1,876.63 |
1,876.63 |
1,907.85 |
|
S3 |
1,847.69 |
1,865.95 |
1,905.20 |
|
S4 |
1,818.75 |
1,837.01 |
1,897.24 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.94 |
2,054.85 |
1,934.16 |
|
R3 |
2,017.39 |
1,990.30 |
1,916.41 |
|
R2 |
1,952.84 |
1,952.84 |
1,910.49 |
|
R1 |
1,925.75 |
1,925.75 |
1,904.58 |
1,939.30 |
PP |
1,888.29 |
1,888.29 |
1,888.29 |
1,895.06 |
S1 |
1,861.20 |
1,861.20 |
1,892.74 |
1,874.75 |
S2 |
1,823.74 |
1,823.74 |
1,886.83 |
|
S3 |
1,759.19 |
1,796.65 |
1,880.91 |
|
S4 |
1,694.64 |
1,732.10 |
1,863.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,916.24 |
1,876.39 |
39.85 |
2.1% |
23.98 |
1.3% |
92% |
True |
False |
6,518 |
10 |
1,918.90 |
1,849.22 |
69.68 |
3.6% |
26.51 |
1.4% |
92% |
False |
False |
6,536 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.4% |
26.79 |
1.4% |
52% |
False |
False |
6,883 |
40 |
2,029.24 |
1,849.22 |
180.02 |
9.4% |
35.06 |
1.8% |
36% |
False |
False |
6,688 |
60 |
2,070.48 |
1,792.78 |
277.70 |
14.5% |
33.44 |
1.7% |
43% |
False |
False |
6,679 |
80 |
2,070.48 |
1,708.37 |
362.11 |
18.9% |
29.52 |
1.5% |
57% |
False |
False |
6,557 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
28.13 |
1.5% |
60% |
False |
False |
6,360 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.3% |
27.53 |
1.4% |
61% |
False |
False |
6,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.24 |
2.618 |
1,992.00 |
1.618 |
1,963.06 |
1.000 |
1,945.18 |
0.618 |
1,934.12 |
HIGH |
1,916.24 |
0.618 |
1,905.18 |
0.500 |
1,901.77 |
0.382 |
1,898.36 |
LOW |
1,887.30 |
0.618 |
1,869.42 |
1.000 |
1,858.36 |
1.618 |
1,840.48 |
2.618 |
1,811.54 |
4.250 |
1,764.31 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,909.36 |
1,908.95 |
PP |
1,905.57 |
1,904.74 |
S1 |
1,901.77 |
1,900.53 |
|